+284.1%
SHW vs FDS
+72.8%
+211.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -0.3% |
| 7D | -3.2% | -8.8% | +5.6% | +0.3% |
| 30D | -11.4% | -1.4% | -10.0% | -11.2% |
| 3M | +3.5% | +13.9% | -10.4% | -2.9% |
| 6M | -3.4% | +27.4% | -30.7% | -15.4% |
| YTD | -0.3% | -2.5% | +2.1% | -2.2% |
| 1Y | -10.4% | -23.8% | +13.4% | -1.6% |
| 3Y | +21.3% | -32.5% | +53.8% | +39.6% |
| 5Y | +12.9% | -23.2% | +36.0% | +19.7% |
| 10Y | +284.1% | +76.4% | +207.7% | +167.8% |
| All | +284.1% | +72.8% | +211.3% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling